V-Lab: FANUC Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

FANUC Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:37.74% (-1.41%)

Analysis last updated: Thursday, May 2, 2024 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9333	7.12
$α$	0.0823	7.91
$β$	0.8543	56.40
$γ_{1}$	-0.0225	-0.84
$γ_{2}$	0.0993	2.53
$γ_{3}$	-0.1824	-6.76
$γ_{4}$	0.1778	7.07
$γ_{5}$	-0.1001	-3.64
$γ_{6}$	0.0235	0.75
$γ_{7}$	0.0318	0.87
$γ_{8}$	-0.0448	-1.22

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts